Senior Associate / Assistant Vice President _Market Risk

职位描述

1. Provide risk assessment from credit risk and market risk perspectives for products including but not limited to listed securities, OTC bonds and derivatives

2. Carryout risk monitoring for proprietary investment and asset management businesses on a regular basis

3. Prepare regular market risk reports to management and parent company on risk identification and monitoring4. Support market risk stress testing and VaR back testing exercises

5. Assist in regular review of portfolio risk control, market risk limits and triggers

6. Assist to review white list and conduct post investment review

7. Assist the team leader in analyzing and assessing the relevant risks (market risk, credit risk, liquidity risk) in new business/ products and provide risk evaluation reports

8. Participate in ad hoc tasks related to market risk

任职要求

1. Bachelor Degree or above in Business Analysis/Finance or Quantitative discipline. CFA/FRM a plus

2. At least 4 years of experience in risk management (preferably in investment banks) and familiar with various risk control indicators

3. Familiarity with asset management business and principal investment business is a must

4. Knowledge in credit rating framework of fixed income product

5. Have analytical capability and Excellent Excel skills (VBA a must)

6. Experience in Chinese Reporting/ Policy Writing and using Bloomberg (TOMS, AIMS, MARS) highly preferred

7. Market risk experience in bonds and stock markets is highly preferred

8. Self-starter with ability to work independently as well as a team player

9. Good command of spoken and written Chinese including Putonghua; knowledge of Simplified Chinese a plus

10. More experience will be considered as Assistant Vice President